-40.4%
GIS vs DLR
+57.1%
-97.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.0% |
| 7D | -8.1% | +5.0% | -13.1% | -7.9% |
| 30D | +5.3% | +3.0% | +2.3% | +5.5% |
| 3M | -10.5% | -6.3% | -4.3% | -10.6% |
| 6M | +1.8% | -4.8% | +6.6% | +1.8% |
| YTD | -22.9% | +21.0% | -44.0% | -22.5% |
| 1Y | -22.9% | +15.1% | -38.1% | -22.5% |
| All | -40.4% | +57.1% | -97.5% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling